Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)

Davidson, James

ISBN 10: 0198774036 ISBN 13: 9780198774037

Published by Oxford University Press, USA, 1994

Language: English

Condition: Used - Very good Soft cover

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Bibliographic Details

Title

Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)

Publisher

Oxford University Press, USA

Publication Date

1994

Language

English

ISBN 10

0198774036

ISBN 13

9780198774037

Binding

paperback

Condition

Very Good

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ECONOMICS

About this title

Synopsis

This major new econometrics text surveys recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. Designed for econometricians and advanced students with limited mathematical training, the book clearly lays out the necessary math and probability theory and uses numerous examples to make its data useful and comprehensible. It also includes original new material from Davidson's own research on central limit theorems.

About the Author

James Davidson is at University of Wales, Aberystwyth.

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